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J

Joshua C. C. Chan

Purdue University

31H指数
208论文数
3.3K被引数
收录论文 17
发表时间
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Time-varying parameter MIDAS models: Application to nowcasting US Real GDP时变参数MIDAS模型：对美国实际GDP的实时预测应用
errJournal of Econometrics
IF4
err2025-09-04
err0
errOAAI
errJoshua C.C. Chan; Aubrey Poon; Dan Zhu
err分享
err收藏
Bayesian model comparison for large Bayesian VARs after the COVID-19 pandemic后COVID-19疫情时期大尺度贝叶斯向量自回归模型的贝叶斯模型比较
errJournal of Econometrics
IF4
err2025-08-11
err0
PREAI
errJoshua C.C. Chan; Xuewen Yu; Wei Zhang
err分享
err收藏
Large Bayesian matrix autoregressions大型贝叶斯矩阵自回归
errJournal of Econometrics
IF4
err2025-01-30
err0
PREAI
errJoshua C.C. Chan; Yaling Qi
err分享
err收藏
High-dimensional conditionally Gaussian state space models with missing data具有缺失数据的高维条件高斯状态空间模型
errJOURNAL OF ECONOMETRICS
IF4
err2023-09-01
err4
errOAAI
errChan, Joshua C. C.; Poon, Aubrey; Zhu, Dan
err分享
err收藏
Comparing stochastic volatility specifications for large Bayesian VARs比较大型贝叶斯变量的随机波动率规范
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err3
errOAAI
errChan, Joshua C. C.
err分享
err收藏
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (vol 212, pg 137, 2019)
errJOURNAL OF ECONOMETRICS
IF4
err2022-04-01
err17
errOAAI
errCarriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano
err分享
err收藏
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-07-01
err21
errOAAI
errChan, Joshua C. C.
err分享
err收藏
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS
errJOURNAL OF ECONOMIC SURVEYS
IF5
err2020-12-07
err8
errOAAI
errChan, Joshua C. C.; Strachan, Rodney W.
err分享
err收藏
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-10-01
err19
errOAAI
errZhang, Bo; Chan, Joshua C. C.; Cross, Jamie L.
err分享
err收藏
Reducing the state space dimension in a large TVP-VAR
errJOURNAL OF ECONOMETRICS
IF4
err2020-09-01
err39
errOAAI
errChan, Joshua C. C.; Eisenstat, Eric; Strachan, Rodney W.
err分享
err收藏
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation使用自动微分在大型贝叶斯变量中有效选择超参数
errJOURNAL OF FORECASTING
IF2.7
err2020-03-02
err5
errOAAI
errChan, Joshua C. C.; Jacobi, Liana; Zhu, Dan
err分享
err收藏
Invariant Inference and Efficient Computation in the Static Factor Model静态因子模型中的不变推理和有效计算
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2018-06-06
err27
errOAAI
errChan, Joshua; Leon-Gonzalez, Roberto; Strachan, Rodney W.
err分享
err收藏
Large Bayesian VARMAs大型贝叶斯varmaas
errJOURNAL OF ECONOMETRICS
IF4
err2016-06-01
err19
errOAAI
errChan, Joshua C. C.; Eisenstat, Eric; Koop, Gary
err分享
err收藏
Modeling energy price dynamics: GARCH versus stochastic volatility
errENERGY ECONOMICS
IF14.2
err2016-02-01
err133
errOAAI
errChan, Joshua C. C.; Grant, Angelia L.
err分享
err收藏
Moving average stochastic volatility models with application to inflation forecast
errJOURNAL OF ECONOMETRICS
IF4
err2013-10-01
err90
errOAAI
errChan, Joshua C. C.
err分享
err收藏
Efficient estimation of large portfolio loss probabilities in t-copula models
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2010-09-01
err58
errOAAI
errChan, Joshua C. C.; Kroese, Dirk P.
err分享
err收藏
Rare-event probability estimation with conditional Monte Carlo
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2009-03-24
err30
errOAAI
errChan, Joshua C. C.; Kroese, Dirk P.
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
G
Gary Koop
H 指数: 58 · 论文数: 402
M
Massimiliano Marcellino
H 指数: 52 · 论文数: 462
T
Todd E. Clark
H 指数: 47 · 论文数: 265
D
Dirk P. Kroese
H 指数: 42 · 论文数: 310
A
Andrea Carriero
H 指数: 25 · 论文数: 134
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